• Amendments to End-of-Month (EOM) Fair Value Settlement Procedure Documents for Certain CME and CBOT Equity Index Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-8121
      • Notice Date
      • 13 April 2018
      • Effective Date
      • 29 April 2018
    • Effective Sunday, April 29, 2018 for trade date Monday, April 30, 2018, and pending all relevant CFTC regulatory review periods, Chicago Mercantile Exchange Inc. (“CME”) and The Board of Trade of the City of Chicago, Inc. (“CBOT”) (collectively, the “Exchanges”) will amend the End-of-Month (EOM) “Fair Value” Settlement Procedure Documents (the Settlement Documents”) for certain equity index futures contracts (the “Contracts”).

      Inquiries regarding the aforementioned may be directed to the CME Group Global Command Center at 312.456.2391. Questions regarding this Special Executive Report may be directed to the CME Global Command Center at 800.438.8616, in Europe at 44.800.898.013, in Asia at 65.6532.5010, or GCC@cmegroup.com.

      Please click here for PDF of SER-8121.